nt=1000; n=100;
cn_long = dsp.ColoredNoise('Color', 'pink', 'SamplesPerFrame', n*nt);
sa1 = cn_long();
sa2 = noise_concatenate(nt, n);

[pxx1, f] = periodogram(sa1, rectwin(length(sa1)),length(sa1),1);
[pxx2, f] = periodogram(sa2, rectwin(length(sa2)),length(sa2),1);

loglog(f, pxx1, f, pxx2)

function res = noise_concatenate(nt, n)
    res=[];
    for k = 1:n
        cn_k=dsp.ColoredNoise('Color', 'pink', 'SamplesPerFrame', nt);
        res = [res; cn_k()];
    end
end